两步H∞辨识算法的一个近似最优的误差上界

A QUASI OPTIMAL UPPER ERROR BOUND FOR TWO STAGE H ∞ IDENTIFICATION ALGORITHMS

利用逼近理论中的ｎ－宽度和Ｂｅｒｎｓｔａｉｎ不等式，以一般性的窗口系数为变量，对鲁棒辨识中的两步Ｈ∞辨识算法，建立了一个近似最优的误差上界函数．该函数是窗口系数的凸函数，它不仅可用于计算任意窗口系数对应的辨识误差上界。

By making use of n width in approximation theory and Bernstain's inequality, a quasi optimal upper error bound for two stage H ∞ identification algorithms of robust identification is established in this paper, which is an explict function of general window coefficients. The function is convex with respect to window coefficients. It not only can be used for computation of upper error bounds corresponding to any concrete window coefficients, but also supplies a feasible way for choosing window coefficients of two stage H ∞ identification algorithms with optimization techniques.